Anic Equity¶

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Total return since start: 0.565 %¶

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Equity now: -----------------------------> 47814.33 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 46419.43 Kr¶

PnL: ---------------------------------------> -469.14 Kr¶

DD now: ---------------------------------> -1.677 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-18 10:43:59.313373'

Anic Portfolio¶

Today¶

Return: 0.215 %¶

This Week¶

Return: 0.591 %¶

Total¶

Return: 56.532 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
HEBA B 70 -1.590000 2824.500000 188.500000 7.150000 2636.000010
Beijer Electronics Group 26 -0.670000 3083.600000 112.600000 3.790000 2971.000006
Corem Property Group B 59 -0.800000 657.260000 80.260000 13.910000 576.999999
Samhällsbyggnadsbo. i Norden B 20 -0.230000 433.000000 78.000000 21.970000 355.000000
Boozt 12 1.200000 1726.800000 72.800000 4.400000 1653.999996
SAAB B 8 1.040000 3429.600000 52.600000 1.560000 3377.000000
HMS Networks 2 0.000000 719.600000 46.600000 6.920000 673.000000
OEM International B 7 0.880000 560.700000 32.700000 6.190000 527.999997
Intrum 4 0.990000 551.600000 24.600000 4.670000 527.000000
FM Mattsson Mora Group B 50 -0.670000 2950.000000 23.000000 0.790000 2927.000000
MedCap 2 -0.450000 438.000000 17.000000 4.040000 421.000000
Fastighetsbolag. Emilshus Pref 21 0.000000 577.500000 15.500000 2.760000 562.000005
Coor Service Management Hold. 8 0.000000 546.800000 14.800000 2.780000 532.000000
Eastnine 4 0.000000 505.600000 14.600000 2.970000 491.000000
Samhällsbyggnadsbo. i Norden D 12 -0.090000 259.440000 13.440000 5.460000 246.000000
Karnov Group 9 0.000000 548.100000 12.100000 2.260000 536.000004
AcadeMedia 12 0.320000 562.440000 5.440000 0.980000 557.000004
Resurs Holding 22 0.110000 579.260000 5.260000 0.920000 573.999998
Swedbank A 3 1.450000 567.150000 3.150000 0.560000 564.000000
CTEK 13 2.590000 536.380000 2.380000 0.450000 533.999999
Creaspac SPAC 6 -0.210000 577.200000 0.200000 0.030000 577.000002
Essity B 2 -1.100000 573.600000 -0.400000 -0.070000 574.000000
Handelsbanken A 5 0.280000 545.500000 -0.500000 -0.090000 546.000000
Securitas B 6 0.000000 569.400000 -0.600000 -0.110000 570.000000
Norva24 Group 16 0.000000 542.080000 -0.920000 -0.170000 543.000000
Essity A 4 -1.720000 1146.000000 -3.000000 -0.260000 1149.000000
Nordea Bank Abp 29 0.030000 3450.420000 -3.580000 -0.100000 3453.999992
Midsona B 63 -0.860000 578.340000 -4.660000 -0.800000 582.999984
International Petroleum Corp. 5 1.750000 552.500000 -42.070000 -7.080000 594.565215
Vivesto 1368 2.060000 570.460000 -42.540000 -6.940000 612.999432
Sampo Oyj SDB 7 -0.370000 3766.000000 -84.000000 -2.180000 3850.000000
OX2 18 1.960000 1543.500000 -120.500000 -7.240000 1663.999992
Axfood 13 -0.140000 3582.800000 -173.200000 -4.610000 3756.000001
Ovzon 52 0.710000 2958.800000 -403.200000 -11.990000 3361.999992
Fasadgruppen Group 35 -1.520000 3405.500000 -405.500000 -10.640000 3810.999990
TOTAL 46419.430000 -469.140000 -1.67708% 46888.564618

Updated:¶

'2023-01-18 10:44:11.969618'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶